+185.1%
ITW vs CASY
+464.4%
-279.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -17.2% | +14.9% | +3.0% |
| 30D | -9.5% | -24.4% | +14.8% | -2.0% |
| 3M | +6.6% | -31.4% | +38.0% | +18.6% |
| 6M | -1.8% | -8.9% | +7.1% | -1.8% |
| YTD | +9.0% | +13.8% | -4.8% | +0.7% |
| 1Y | +3.6% | +17.0% | -13.4% | -5.6% |
| 3Y | +19.4% | +163.1% | -143.7% | -22.7% |
| 5Y | +36.4% | +239.0% | -202.6% | -22.1% |
| All | +185.1% | +464.4% | -279.3% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling